+186.6%
DLR vs CCEP
+336.4%
-149.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +5.0% | -0.3% | +5.3% | +5.1% |
| 30D | +3.0% | +11.0% | -8.0% | -0.1% |
| 3M | -6.3% | +9.2% | -15.5% | -8.9% |
| 6M | -4.8% | +27.2% | -32.0% | -11.5% |
| YTD | +21.0% | +30.3% | -9.3% | +11.4% |
| 1Y | +15.1% | +28.7% | -13.5% | +6.3% |
| 3Y | +56.0% | +109.4% | -53.4% | +23.4% |
| 5Y | +39.1% | +144.1% | -105.0% | +3.9% |
| All | +186.6% | +336.4% | -149.8% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling